Bootstrapping regression quantiles
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Publication:3432392
DOI10.1080/10485259408832597zbMath1383.62106OpenAlexW2510943917MaRDI QIDQ3432392
Noël Veraverbeke, Paul Janssen, Marc Aerts
Publication date: 16 April 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259408832597
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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Cites Work
- Conditional empirical processes
- Theoretical comparison of bootstrap confidence intervals
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- Consistent nonparametric regression. Discussion
- Jackknife, bootstrap and other resampling methods in regression analysis
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- Approximation Theorems of Mathematical Statistics
- Bounded length confidence intervals in nonparametric regression
- On nonparametric regression estimators based on regression quantiles
- A New Proof of the Bahadur Representation of Quantiles and an Application
- The bootstrap and Edgeworth expansion
